-7.9%
TORO vs SPY
+101.5%
-109.4%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.9% |
| 7D | +2.0% | +0.1% | +1.9% | +1.9% |
| 30D | +20.0% | +0.1% | +20.0% | +20.0% |
| 3M | +22.2% | +2.0% | +20.2% | +20.1% |
| 6M | +84.6% | +13.0% | +71.6% | +67.1% |
| YTD | +100.6% | +13.5% | +87.1% | +80.4% |
| 1Y | +286.6% | +20.0% | +266.7% | +234.9% |
| 3Y | +81.4% | +77.2% | +4.2% | +10.2% |
| All | -7.9% | +101.5% | -109.4% | -52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling